How do I find the probability of a sold put being assigned?

The Delta of an option is a rough estimate of the probability of an option expiring in-the-money (and hence getting assigned). An at-the-money option with a delta of about 0.5 has roughly a 50% change of expiring in the money (the underlying price could go either way), a deep-in-the-money option with a delta approaching 1 will almost assuredly pay out, and a deep out-of-the-money option with a delta approaching zero has almost no change of paying out.

In reality, delta is always slightly larger than the probability of exercise, and the difference is greater for highly volatile underlyings and longer-dated options, but the relationship still holds, and since you're using a rule-of-thumb (30%) anyways, should be "good enough" for your rule.